CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2255 |
1.2312 |
0.0057 |
0.5% |
1.2178 |
| High |
1.2297 |
1.2350 |
0.0053 |
0.4% |
1.2272 |
| Low |
1.2249 |
1.2285 |
0.0036 |
0.3% |
1.2061 |
| Close |
1.2292 |
1.2318 |
0.0026 |
0.2% |
1.2260 |
| Range |
0.0048 |
0.0065 |
0.0017 |
35.4% |
0.0211 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
46 |
19 |
-27 |
-58.7% |
600 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2513 |
1.2480 |
1.2354 |
|
| R3 |
1.2448 |
1.2415 |
1.2336 |
|
| R2 |
1.2383 |
1.2383 |
1.2330 |
|
| R1 |
1.2350 |
1.2350 |
1.2324 |
1.2367 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2326 |
| S1 |
1.2285 |
1.2285 |
1.2312 |
1.2302 |
| S2 |
1.2253 |
1.2253 |
1.2306 |
|
| S3 |
1.2188 |
1.2220 |
1.2300 |
|
| S4 |
1.2123 |
1.2155 |
1.2282 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2756 |
1.2376 |
|
| R3 |
1.2620 |
1.2545 |
1.2318 |
|
| R2 |
1.2409 |
1.2409 |
1.2299 |
|
| R1 |
1.2334 |
1.2334 |
1.2279 |
1.2372 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2216 |
| S1 |
1.2123 |
1.2123 |
1.2241 |
1.2161 |
| S2 |
1.1987 |
1.1987 |
1.2221 |
|
| S3 |
1.1776 |
1.1912 |
1.2202 |
|
| S4 |
1.1565 |
1.1701 |
1.2144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2350 |
1.2128 |
0.0222 |
1.8% |
0.0077 |
0.6% |
86% |
True |
False |
47 |
| 10 |
1.2350 |
1.2061 |
0.0289 |
2.3% |
0.0075 |
0.6% |
89% |
True |
False |
211 |
| 20 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0064 |
0.5% |
58% |
False |
False |
330 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.7% |
0.0049 |
0.4% |
36% |
False |
False |
184 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.5% |
0.0048 |
0.4% |
28% |
False |
False |
124 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0043 |
0.4% |
25% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0039 |
0.3% |
25% |
False |
False |
76 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0036 |
0.3% |
25% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2626 |
|
2.618 |
1.2520 |
|
1.618 |
1.2455 |
|
1.000 |
1.2415 |
|
0.618 |
1.2390 |
|
HIGH |
1.2350 |
|
0.618 |
1.2325 |
|
0.500 |
1.2318 |
|
0.382 |
1.2310 |
|
LOW |
1.2285 |
|
0.618 |
1.2245 |
|
1.000 |
1.2220 |
|
1.618 |
1.2180 |
|
2.618 |
1.2115 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2318 |
1.2302 |
| PP |
1.2318 |
1.2285 |
| S1 |
1.2318 |
1.2269 |
|